Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation
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DOI: 10.1007/s00362-016-0777-4
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Cited by:
- Ditzhaus, Marc & Smaga, Łukasz, 2022. "Permutation test for the multivariate coefficient of variation in factorial designs," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
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Keywords
Multivariate coefficient of variation; Bias reduction; Decentralized F-distribution; Elliptical symmetry; Sharpe Ratio;All these keywords.
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